+1,827.1%
CNP vs MOS
+122.8%
+1,704.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.3% | -5.9% | -3.1% |
| 7D | -5.3% | +22.5% | -27.8% | -8.4% |
| 30D | +3.7% | +6.6% | -3.0% | +2.2% |
| 3M | -1.1% | -3.8% | +2.7% | -1.2% |
| 6M | -7.1% | -2.2% | -4.9% | -7.8% |
| YTD | +6.0% | -4.8% | +10.8% | +4.9% |
| 1Y | +5.2% | -11.7% | +16.9% | +5.1% |
| 3Y | +57.5% | -26.5% | +84.1% | +58.9% |
| 5Y | +70.0% | -32.2% | +102.2% | +68.3% |
| 10Y | +137.8% | +10.2% | +127.6% | +102.7% |
| All | +1,827.1% | +122.8% | +1,704.3% | +1,124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling